Anic Equity¶

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Total return since start: 0.566 %¶

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Equity now: -----------------------------> 47828.43 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46433.54 Kr¶

PnL: ---------------------------------------> -455.03 Kr¶

DD now: ---------------------------------> -1.648 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-17 17:26:15.849110'

Anic Portfolio¶

Today¶

Return: -0.428 %¶

This Week¶

Return: 0.621 %¶

Total¶

Return: 56.578 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -2.040000 2852.500000 216.500000 8.210000 2636.000010
Beijer Electronics Group 26 -1.810000 3099.200000 128.200000 4.320000 2971.000006
Corem Property Group B 59 -3.520000 662.570000 85.570000 14.830000 576.999999
Samhällsbyggnadsbo. i Norden B 20 -5.100000 435.400000 80.400000 22.650000 355.000000
Boozt 12 0.640000 1705.200000 51.200000 3.100000 1653.999996
HMS Networks 2 0.330000 719.600000 46.600000 6.920000 673.000000
FM Mattsson Mora Group B 50 0.000000 2970.000000 43.000000 1.470000 2927.000000
OEM International B 7 0.890000 553.700000 25.700000 4.870000 527.999997
Intrum 4 0.040000 546.000000 19.000000 3.610000 527.000000
MedCap 2 0.000000 440.000000 19.000000 4.510000 421.000000
Essity A 4 0.000000 1164.000000 15.000000 1.310000 1149.000000
Samhällsbyggnadsbo. i Norden D 12 -3.380000 260.880000 14.880000 6.050000 246.000000
Coor Service Management Hold. 8 -0.510000 546.800000 14.800000 2.780000 532.000000
SAAB B 8 1.710000 3388.000000 11.000000 0.330000 3377.000000
Karnov Group 9 -0.980000 546.300000 10.300000 1.920000 536.000004
Eastnine 4 -0.950000 500.800000 9.800000 2.000000 491.000000
Essity B 2 -0.270000 581.200000 7.200000 1.250000 574.000000
Norva24 Group 16 -0.810000 549.440000 6.440000 1.190000 543.000000
Resurs Holding 22 -1.390000 577.720000 3.720000 0.650000 573.999998
AcadeMedia 12 -0.600000 560.640000 3.640000 0.650000 557.000004
Midsona B 63 -3.830000 585.900000 2.900000 0.500000 582.999984
Fastighetsbolag. Emilshus Pref 21 -2.890000 564.900000 2.900000 0.520000 562.000005
Creaspac SPAC 6 -0.100000 577.800000 0.800000 0.140000 577.000002
Securitas B 6 -0.210000 568.920000 -1.080000 -0.190000 570.000000
Handelsbanken A 5 -1.050000 543.750000 -2.250000 -0.410000 546.000000
Swedbank A 3 -0.800000 559.350000 -4.650000 -0.820000 564.000000
CTEK 13 -3.020000 525.200000 -8.800000 -1.650000 533.999999
Nordea Bank Abp 29 -0.900000 3437.080000 -16.920000 -0.490000 3453.999992
International Petroleum Corp. 5 1.870000 545.000000 -49.570000 -8.340000 594.565215
Vivesto 1368 1.590000 558.690000 -54.310000 -8.860000 612.999432
Sampo Oyj SDB 7 -0.180000 3787.000000 -63.000000 -1.640000 3850.000000
OX2 18 0.000000 1503.000000 -161.000000 -9.680000 1663.999992
Axfood 13 0.220000 3588.000000 -168.000000 -4.470000 3756.000001
Fasadgruppen Group 35 1.020000 3465.000000 -346.000000 -9.080000 3810.999990
Ovzon 52 -1.550000 2964.000000 -398.000000 -11.840000 3361.999992
TOTAL 46433.540000 -455.030000 -1.64808% 46888.564618

Updated:¶

'2023-01-17 17:25:14.834000'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶